CORDIS Project
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This project develops a new framework to study non-selfadjoint operators linked to Markov processes, focusing on their spectral properties. By relating these operators to selfadjoint processes, the research aims to enhance understanding in fields like finance and insurance mathematics, particularly regarding options an…
The project contextually sets up a novel framework to study the spectral-theoretical properties of classes of non-selfadjoint (NSA) operators related to Markov processes (MP) via their intertwining to a continuous path selfadjoint (SA) MP.
Conceptually, this means that the jumps of each class of NSA MP can be considered a perturbation of one SA MP realized by an intertwining kernel.
This approach can have far-reaching consequences for understanding classes of MP as the reduction to SA MP leads t…
INSTITUTE OF MATHEMATICS AND INFORMATICS AT THE BULGARIAN ACADEMY OF SCIENCE
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